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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc."
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"School of Economics <Bundoora, Victoria> / Department of Economics"
~institution:"University of California, San Diego / Department of Economics"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
60
Schätztheorie
60
Theorie
33
Theory
33
Time series analysis
24
Zeitreihenanalyse
24
Estimation
5
Schätzung
5
Regression analysis
4
Regressionsanalyse
4
Volatilität
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Schweden
3
Statistical test
3
Statistischer Test
3
Stochastic process
3
Sweden
3
ARCH model
2
ARCH-Modell
2
Arbeitslosigkeit
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Australia
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Australien
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Autocorrelation
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Autokorrelation
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Börsenkurs
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Dynamische Wirtschaftstheorie
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Economic dynamics
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Heteroscedasticity
2
Heteroskedastizität
2
Heteroskedastizitätsanalyse
2
Inflation
2
Lag model
2
Lag-Modell
2
Mehrproduktfertigung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multiproduct production
2
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1
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Graue Literatur
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Non-commercial literature
5
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Swamy, Paravastu A. V. B.
2
Chang, I-Lok
1
Hagerud, Gustaf E.
1
Hallahan, Charles B.
1
Heckman, James J.
1
Lee, John H. H.
1
Mehta, J. S.
1
Pellatt, Daniel
1
Pereira, Robert
1
Silvapulle, Paramsothy
1
Singamsetti, Rao N.
1
Sun, Yixiao
1
Willis, Robert J.
1
Åsbrink, Stefan E.
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
Ekonomiska forskningsinstitutet <Stockholm>
Federal Reserve System / Division of Research and Statistics
School of Economics <Bundoora, Victoria> / Department of Economics
University of California, San Diego / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
National Bureau of Economic Research
9
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
3
European University Institute / Department of Economics
2
University of Exeter / Department of Economics
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
State University of New York at Albany / Department of Economics
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
Universität Trier
1
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Finance and economics discussion series
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Economics and commerce : discussion papers
1
Recent work / Department of Economics, UC San Diego
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2020
Persistent link: https://www.econbiz.de/10012504149
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2
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
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3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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4
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000878845
Saved in:
5
Circumstances in which different criteria of estimation can be applied to estimate policy effects
Swamy, Paravastu A. V. B.
;
Mehta, J. S.
;
Singamsetti, Rao N.
-
1992
Persistent link: https://www.econbiz.de/10000979022
Saved in:
6
Efficient computation of stochastic coefficients models
Chang, I-Lok
;
Hallahan, Charles B.
;
Swamy, Paravastu A. …
-
1990
Persistent link: https://www.econbiz.de/10000978913
Saved in:
7
Estimation of a stochastic model of reproduction : an econometric approach
Heckman, James J.
;
Willis, Robert J.
-
1974
Persistent link: https://www.econbiz.de/10002755918
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